Anic Equity¶

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Total return since start: 0.605 %¶

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Equity now: -----------------------------> 49018.33 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 44849.45 Kr¶

PnL: ---------------------------------------> -98.55 Kr¶

DD now: ---------------------------------> -7.722 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 17:28:43.999260'

Anic Portfolio¶

Today¶

Return: -0.578 %¶

This Week¶

Return: -0.578 %¶

Total portfolio value¶

Return including deposits: 60.473 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.220000 1663.020000 195.480000 13.320000 1467.540000
Sedana Medical 93 2.590000 2579.820000 65.100000 2.590000 2514.720000
Hoist Finance 35 2.500000 1002.750000 24.500000 2.500000 978.250000
Orrön Energy 180 0.970000 2060.100000 22.500000 1.100000 2037.600000
JM 6 2.020000 879.600000 17.400000 2.020000 862.200000
Atrium Ljungberg B 5 1.820000 950.000000 17.000000 1.820000 933.000000
Platzer Fastigheter Holding B 12 1.500000 973.200000 14.400000 1.500000 958.800000
Sagax B 4 1.410000 864.000000 12.000000 1.410000 852.000000
Catena 2 1.370000 800.400000 10.800000 1.370000 789.600000
HEXPOL B 9 -0.170000 1026.900000 9.000000 0.880000 1017.900000
Sagax A 4 0.000000 860.000000 8.000000 0.940000 852.000000
BioGaia B 8 0.690000 934.400000 6.400000 0.690000 928.000000
Clas Ohlson B 12 0.370000 974.400000 3.600000 0.370000 970.800000
Biotage 7 0.220000 941.500000 2.100000 0.220000 939.400000
Gränges 9 0.190000 927.900000 1.800000 0.190000 926.100000
Hexatronic Group 12 0.120000 965.760000 1.200000 0.120000 964.560000
Byggmax Group 33 0.070000 955.020000 0.660000 0.070000 954.360000
Bilia A 8 -0.180000 897.600000 0.000000 0.000000 897.600000
ASSA ABLOY B 3 -0.040000 776.700000 -0.300000 -0.040000 777.000000
AcadeMedia 8 -0.700000 400.000000 -1.200000 -0.300000 401.200000
EQT 4 -0.190000 828.000000 -1.600000 -0.190000 829.600000
Alimak Group 11 -0.590000 920.700000 -5.500000 -0.590000 926.200000
SKF B 5 -0.670000 931.750000 -6.250000 -0.670000 938.000000
Creaspac SPAC 39 -0.320000 3701.100000 -7.800000 -0.210000 3708.900000
OX2 13 -1.030000 937.950000 -9.750000 -1.030000 947.700000
Nordic Waterproofing Holding 7 -2.030000 945.000000 -19.600000 -2.030000 964.600000
Addnode Group B 11 -2.400000 896.500000 -22.000000 -2.400000 918.500000
VEF 909 -1.860000 1818.000000 -27.270000 -1.480000 1845.270000
Latour B 4 -4.210000 819.200000 -36.000000 -4.210000 855.200000
Vitec Software Group B 2 -3.690000 1044.000000 -40.000000 -3.690000 1084.000000
Indutrade 5 -4.160000 1164.000000 -50.500000 -4.160000 1214.500000
Bufab 3 -4.720000 1054.200000 -52.200000 -4.720000 1106.400000
Hexagon B 26 -1.850000 3387.800000 -63.700000 -1.850000 3451.500000
INVISIO 16 -1.740000 3616.000000 -64.000000 -1.740000 3680.000000
BHG Group 97 -7.130000 1352.180000 -102.820000 -7.070000 1455.000000
TOTAL 44849.450000 -98.550000 -7.72213% 44948.000000

Updated:¶

'2023-07-03 17:29:00.791793'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶